+1,121.7%
ARES vs FE
+134.1%
+987.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | 0.0% | +4.6% | +4.6% |
| 30D | +15.7% | +5.2% | +10.6% | +14.1% |
| 3M | -2.0% | 0.0% | -2.0% | -2.0% |
| 6M | +10.4% | +5.0% | +5.4% | +8.6% |
| YTD | -14.2% | +7.9% | -22.1% | -16.8% |
| 1Y | -7.8% | +6.3% | -14.1% | -10.2% |
| 3Y | +41.4% | +46.0% | -4.6% | +22.2% |
| 5Y | +83.7% | +45.6% | +38.0% | +58.5% |
| 10Y | +1,204.1% | +109.3% | +1,094.8% | +988.4% |
| All | +1,121.7% | +134.1% | +987.7% | +925.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling